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Small‐time, large‐time, and asymptotics for the Rough Heston model

Forde, Martin; Gerhold, Stefan; Smith, Benjamin - In: Mathematical Finance 31 (2020) 1, pp. 203-241

Persistent link: https://www.econbiz.de/10012410099

Optimal trade execution for Gaussian signals with power-law resilience

Forde, Martin; Sánchez-Betancourt, Leandro; Smith, Benjamin - In: Quantitative finance 22 (2022) 3, pp. 585-596

Persistent link: https://www.econbiz.de/10013167782

Rough volatility, CGMY jumps with a finite history and the Rough Heston model : small-time asymptotics in the k/t regime

Forde, Martin; Smith, Benjamin; Viitasaari, Lauri - In: Quantitative finance 21 (2021) 4, pp. 541-563

Persistent link: https://www.econbiz.de/10012483838

Hard times in the lands of plenty : oil politics in Iran and Indonesia

Smith, Benjamin B.; Smith, Benjamin Baker - 2007

Persistent link: https://www.econbiz.de/10003429612

Market orientalism : cultural economy and the Arab Gulf States

Smith, Benjamin - 2015 - First edition

Persistent link: https://www.econbiz.de/10011326912

Market orientalism : cultural economy and the Arab Gulf States

Smith, Benjamin - 2015 - First edition

Persistent link: https://www.econbiz.de/10012686762

Exact pricing and large-time asymptotics for the modified SABR model and the Brownian exponential functional

Forde, Martin - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 559-578

Persistent link: https://www.econbiz.de/10009269355

How data integration systems affect strategic decision making in small firms

Smith, Benjamin; Simon, Mark - In: Journal of small business strategy 20 (2009/10) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10003938455

Explaining anti-Chinese riots in late 20th century Indonesia

Panggabean, Samsu Rizal; Smith, Benjamin - In: World development : the multi-disciplinary … 39 (2011) 2, pp. 231-242

Persistent link: https://www.econbiz.de/10009009077

Global Opportunity Index 2021 : Focus on Latin America

Contreras, Oscar; Smith, Benjamin; Bendix, Joseph; … - 2021

This report uses the 2021 Global Opportunity Index and its different categories to provide an overview of Latin America's attractiveness to foreign investors, especially when compared to other emerging markets and developing economies (EMDE). It also offers an in-depth look at Latin America's...

Persistent link: https://www.econbiz.de/10013241593